+210.3%
RTX vs EXE
+163.0%
+47.3%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +3.4% | +3.6% | -0.2% | +2.7% |
| 30D | +8.4% | -4.3% | +12.7% | +9.2% |
| 3M | -10.7% | -7.7% | -3.0% | -9.5% |
| 6M | +11.7% | -7.2% | +19.0% | +12.8% |
| YTD | +9.3% | -18.5% | +27.8% | +12.6% |
| 1Y | +13.3% | -24.4% | +37.6% | +18.4% |
| 3Y | +156.1% | +21.6% | +134.5% | +138.6% |
| 5Y | +148.5% | +77.3% | +71.2% | +106.2% |
| All | +210.3% | +163.0% | +47.3% | +126.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EXE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling